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Investor Psychology, Mood Variations, and Sustainable Cross-Sectional Returns: A Chinese Case Study on Investing in Illiquid Stocks on a Specific Day of the Week

This paper uncovers a new finding of sustainable cross-sectional variations in stock returns explained by mood fluctuations across the days of the week. Long/short leg of illiquid anomaly returns are extensively related to the days of the week, and the magnitude of excess returns is also striking [L...

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Pubblicato in:Front Psychol
Autori principali: Ying, Qianwei, Yousaf, Tahir, Ain, Qurat ul, Akhtar, Yasmeen
Natura: Artigo
Lingua:Inglês
Pubblicazione: Frontiers Media S.A. 2020
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC7043266/
https://ncbi.nlm.nih.gov/pubmed/32140127
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3389/fpsyg.2020.00173
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